+90.0%
RIO vs ALK
-34.8%
+124.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +2.2% | +9.0% | -6.8% | +0.4% |
| 30D | -10.1% | -1.6% | -8.5% | -10.0% |
| 3M | -14.1% | -23.2% | +9.0% | -9.9% |
| 6M | -18.9% | -3.9% | -15.0% | -19.3% |
| YTD | +9.9% | -22.6% | +32.5% | +13.2% |
| 1Y | +27.0% | -5.3% | +32.3% | +25.5% |
| 3Y | +50.1% | +18.6% | +31.5% | +32.1% |
| All | +90.0% | -34.8% | +124.8% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling